I accidentally said I filed last year but I didn't and I can't figure out how to change
You don't need to tell TurboTax that, but when you e-file, you will want to use $0 as last year's AGI since you did not file a return.
The did not answer the question of WHERE do I indicate that I didn't file last year.
This is indicated on the same screen that asks for last year's agi.